+78.4%
V vs USFD
+167.5%
-89.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.9% |
| 7D | -0.8% | +3.9% | -4.7% | -1.8% |
| 30D | +9.5% | +12.8% | -3.3% | +6.4% |
| 3M | +16.7% | +1.0% | +15.7% | +16.2% |
| 6M | +32.9% | +30.3% | +2.7% | +24.2% |
| YTD | +21.1% | +46.0% | -24.9% | +7.5% |
| 1Y | +26.6% | +49.6% | -23.0% | +11.4% |
| 3Y | +78.4% | +166.3% | -87.9% | +36.2% |
| All | +78.4% | +167.5% | -89.1% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling